Search for dissertations about: "parameterestimering"

Found 1 swedish dissertation containing the word parameterestimering.

  1. 1. Identification of Stochastic Nonlinear Dynamical Models Using Estimating Functions

    University dissertation from KTH Royal Institute of Technology

    Author : Mohamed Abdalmoaty; Håkan Hjalmarsson; Adrian Wills; [2019]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Prediction Error Method; Maximum Likelihood; Data-driven; Learning; Stochastic; Nonlinear; Dynamical Models; Non-stationary Linear Predictors; Intractable Likelihood; Latent Variable Models; Estimation; Process Disturbance; Electrical Engineering; Elektro- och systemteknik;

    Abstract : Data-driven modeling of stochastic nonlinear systems is recognized as a very challenging problem, even when reduced to a parameter estimation problem. A main difficulty is the intractability of the likelihood function, which renders favored estimation methods, such as the maximum likelihood method, analytically intractable. READ MORE